V-Lab
V-Lab

NTN Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:29.96% (-0.42%)

Analysis last updated: Friday, March 29, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTN Corp S0GARCH
paramt-stat
ω0.91516.59
α0.09109.72
β0.863964.85
γ1-0.0282-0.80
γ20.07911.47
γ3-0.1382-4.02
γ40.15955.29
γ5-0.0811-2.52
γ6-0.0222-0.69
γ70.05951.84
γ8-0.0385-1.35
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts